Sarah’s location had remained a mystery since she was repeatedly mentioned in a tranche of documents released by the US Department of Justice concerning the convicted sex offender Jeffrey Epstein. Her Austrian retreat has been characterised as possessing “everything you’d need for a lengthy stay”.

On the Daily Mail’s Palace Confidential podcast, the publication’s Editor-at-Large Richard Kay suggests Sarah’s appearance conveyed a “message” that she wished to stay under-the-radar.

He said: “Sarah has finally emerged. We knew she would at some stage and we’ve been hunting for her high and low over recent months.

“She has been holed up in Austria at a health clinic, one she has visited before. And living rather comfortably in a £2,000-a-night chalet.

“What has she been doing? That is the big mystery. She was photographed getting out of a large vehicle with blacked out windows and she didn’t actually look much like the Fergie we’re familiar with.

“Her red hair was covered up with a baseball cap, she was wearing spectacles, dare I say it, she looked rather dowdy. She didn’t want to draw attention to herself. I think that was probably the message. But obviously it’s intriguing that she has now finally surfaced.”

This follows reports that Martin Barrantes, Sarah’s cousin-by-marriage, claims to have spoken with her in recent months, shedding light on her reasons for “hiding”. Speaking to the Daily Mail, he said: “I have spoken to her [and] can tell you that she just wants to protect her children and her grandchildren.

“Sarah is going through a difficult moment, and I wanted to send her our support; she is a valued member of our family. Sarah was perhaps foolish to trust him and take such confidence from him, and I am sure she regrets that now.”

The Mirror previously reported that Sarah has made no attempt to contact any Royal Family member since being stripped of her royal titles, alongside her former husband Andrew Mountbatten-Windsor.

One friend said: “Sarah is living in fear right now. She’s not immune to everything that is happening.”

Sarah became embroiled in the Epstein scandal last September when it emerged she had maintained contact with him despite publicly disowning him. Meanwhile, documents released in January appeared to show Sarah writing to Epstein in an email: “I am at your service. Just marry me.”